Do you think I should risk my life to enforce your property rights? I have two kids and I want to watch them grow up, I can't die because someone with a gun claimed ownership of a stranger's house.
Without an organized government of some kind, society does not scale beyond about 200 people. We just cannot keep track of relationships and trust and whatnot beyond that. I live in metropolitan area with a population of 25 million people; a distributed group of vigilantes enforcing property rights is not even remotely workable here, and this is not even the largest city in the world. My in-laws live in a suburban area with a lower population density -- their town has a population around 20 thousand, and that disorganized group is not going to work there either.